University of Chicago since 2002
Adjunct Professor
Citadel Investment Group 2008 - 2012
Risk Analyst
Deutsche Bank 2006 - 2008
Senior Quantitative Strategist, Vice President
Bluehaven Management Group, LLC 2003 - 2006
Managing Member
Bank of America 2001 - 2003
Senior Research Analyst, Principal
Education:
University of Chicago
M.S., Applied Mathematics. Ph.D. Candidate.
Carnegie Mellon University
M.S., Mathematics, Honors Degree Program.
Skills:
Quantitative Finance Derivatives Fixed Income Risk Management Options Equities Monte Carlo Simulation R Financial Modeling Market Risk Statistical Modeling C++ Portfolio Management Trading Strategies Stochastic Calculus Bloomberg Microsoft Excel Financial Engineering Equity Derivatives Sql Microsoft Office Credit Derivatives Hedging Credit Risk Partial Differential Equations Risk Modeling Quantitative Analysis Quantitative Modeling Interest Rate Derivatives Investment Strategies Prime Brokerage Portfolio Construction Statistical Arbitrage Quant Development Finite Difference Method Visual Basic Exotic Derivatives Relative Value Counterparty Risk Scenario Analysis Municipal Bonds Investment Policy Development Perl Linux Risk Metrics Compustat Performance Attribution Portfolio Risk Parameter Estimation Futures
Certifications:
Financial Risk Manager Global Association of Risk Professionals (Garp)
Dr. Greco graduated from the Universidad Autu00F3noma de Guadalajara, Guadalajara, Jalisco, Mexico in 1981. He works in Mount Carmel, PA and specializes in Internal Medicine. Dr. Greco is affiliated with Geisinger-Shamokin Area Community Hospital.
Jeffrey Greco 1986 graduate of Winfield High School in Winfield, MO is on Memory Lane. Get caught up with Jeffrey and other high school alumni from Winfield High